MathFloor Hull Period

[Kbone]

Hi @mashume,
First of all, I thank you for your ongoing MASSIVE support on this forum. You have amazing skills! Bonissimo.

Now, I'm wondering if you have any insight on this post I found online about a modified HULL, and what it might be trying to 'find'.

Here's the post (and I don't really understand the 'MathFloor' meaning in the description given):
Indicator name: Hull Moving Average MTF.

TOS has default Hull MA, but it is limited. I need additional features:

1. MTF - multi time frame (ability to display indicator on a smaller time frame based on the data of higher time frame)

2. Calculation in Hull MA are based on one the subtraction of two weighted averages where period of the second is X time smaller than the period of the first one. By default X = 2. This would preferrably be converted into Variable, that can be changed via indicator properties menu.

Sample code:

input TimeFrame = "Current time frame";

input HMAPeriod = 35;

input HMAPrice = PRICE_CLOSE;

input HMASpeed X = 2.0;

input displace = 0



HMAPeriod = MathMax(HMAPeriod);

HalfPeriod = MathFloor(HMAPeriod/HMASpeed);

HullPeriod = MathFloor(MathSqrt(HMAPeriod)); <----- THIS is the part that I do not understand HOW to code and/or see the hopeful benefit.

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I assume you're a busy person, but any insights would be appreciated! Of course, ANYONE else with the same feedback/effort would be appreciated---- I just remember Mashume's work on the Hull Concavity!!

 

[mashume]

This page in the docs:
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Math---Trig/Floor
will tell you about the FLOOR() function. Floor returns the next lower integer for a given number:

6.0 --> 6
6.5 --> 6
6.999 --> 6

Since we need an integer value for the period of a moving average, and taking the square root will almost always result in a non-integer number, using the floor() function returns just the integer part and the moving average function will be happy. We like happy functions.

# HMAPeriod = MathMax(HMAPeriod);
# this is already addressed as an input value -- ToS doesn't like to redefine variables the way tradeview allows.

# HalfPeriod = MathFloor(HMAPeriod/HMASpeed);
def HalfPeriod = floor(HMAPeriod / HMASpeed));

# HullPeriod = MathFloor(MathSqrt(HMAPeriod)); 
def HullPeriod = floor(sqrt(HMAPeriod));

That should get you most of the way. If you have more questions, do reach out.

 

[Kbone]

This page in the docs:
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Math---Trig/Floor
will tell you about the FLOOR() function. Floor returns the next lower integer for a given number:

6.0 --> 6
6.5 --> 6
6.999 --> 6

Since we need an integer value for the period of a moving average, and taking the square root will almost always result in a non-integer number, using the floor() function returns just the integer part and the moving average function will be happy. We like happy functions.

# HMAPeriod = MathMax(HMAPeriod);
# this is already addressed as an input value -- ToS doesn't like to redefine variables the way tradeview allows.

# HalfPeriod = MathFloor(HMAPeriod/HMASpeed);
def HalfPeriod = floor(HMAPeriod / HMASpeed));

# HullPeriod = MathFloor(MathSqrt(HMAPeriod));
def HullPeriod = floor(sqrt(HMAPeriod));

That should get you most of the way. If you have more questions, do reach out.

Thank you, good sir. I will spend some time with it this afternoon!